If Training Center is in play, do Mega Pokemon EX get the bonus HP?
No. Although they are Evolved Pokemon, they are not Stage 1 or Stage 2 per the text on their cards.
Source: Furious Fists FAQ (2014-08-28), TPCi Rules Team (2014-08-28)

Relevant cards

Note: All applicable cards may not be listed below.
XY3_102